******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251218_204144 produced at 2025-12-18 21:43:29.311787 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -2.24 0.0 0.00 0.00 0.00 0.00 -52.91 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -1.58 0.0 0.00 0.00 0.00 0.00 -13.18 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.37 0.0 0.00 0.00 0.00 0.00 -5.98 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.35 0.0 999.00 -999.00 -0.25 -0.25 -35.17 999999999.0 -25 -25 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.30 0.0 1.42 -1.42 0.00 0.00 -2.12 10.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -25.01 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.08 -0.09 0.0 0.68 -0.68 -0.08 -0.08 -2.14 17.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.17 -0.17 -0.08 -0.08 -4.82 11.0 -5 -5 caleb_strategy_v3 US2 False True 0.10 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -0.82 13.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.07 0.0 0.14 -0.14 0.00 0.00 -2.64 5.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.07 0.0 1.28 -1.28 0.00 0.00 -1.08 19.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.06 0.0 1.35 -1.35 0.00 0.00 -1.04 25.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.06 0.0 1.02 -1.02 -0.16 -0.16 -0.71 13.0 -2 -2 caleb_strategy_v3 BUND False False 0.07 -0.44 -0.05 0.0 0.74 -0.74 -0.44 -0.52 -0.71 10.0 -6 -7 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.70 4.0 -3 -3 caleb_strategy_v3 DX False False 0.05 0.00 -0.05 0.0 999.00 -999.00 0.00 0.00 -0.99 999999999.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.04 0.0 0.95 -0.95 0.00 0.00 -0.67 17.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.04 0.0 0.22 -0.22 -0.00 -0.00 -9.45 51.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.69 2.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -4.72 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.14 -0.14 0.00 0.00 -2.92 12.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.03 0.0 0.57 -0.57 -0.05 -0.07 -1.39 23.0 -2 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.10 -0.03 0.0 0.15 -0.15 -0.10 -0.10 -1.73 10.0 -7 -7 caleb_strategy_v3 SP500_micro False False 0.02 -0.15 -0.03 0.0 0.81 -0.81 -0.15 -0.10 -1.75 48.0 -9 -6 caleb_strategy_v3 GASOLINE False False 0.04 -0.07 -0.03 0.0 999.00 -999.00 -0.07 -0.07 -0.77 999999999.0 -2 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.03 0.0 0.14 -0.14 -0.03 -0.03 -4.15 18.0 -4 -4 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -2.46 9.0 -2 -2 caleb_strategy_v3 BUXL False False 0.06 -0.19 -0.03 0.0 0.26 -0.26 -0.19 -0.19 -0.54 4.0 -3 -3 caleb_strategy_v3 US10U False False 0.06 0.00 -0.03 0.0 0.74 -0.74 0.00 0.00 -0.45 13.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.18 -0.02 0.0 0.35 -0.35 -0.18 -0.18 -0.27 6.0 -3 -3 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -4.11 26.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.04 -0.04 -0.02 -0.02 -1.34 3.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.04 0.00 -0.02 0.0 0.13 -0.13 0.00 -0.04 -0.40 3.0 0 -1 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -1.19 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.02 0.0 0.19 -0.19 0.00 0.00 -0.72 7.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.78 8.0 -3 -3 caleb_strategy_v3 US20 False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.22 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.42 -0.42 0.00 0.00 -0.43 23.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.77 -0.77 -0.03 -0.03 -0.37 26.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.38 -0.38 0.00 0.00 0.03 6.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.00 0.0 0.79 -0.79 0.02 0.02 0.38 66.0 2 2 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.01 0.0 0.77 -0.77 0.00 0.00 0.13 17.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.33 0.01 0.0 0.33 -0.33 0.33 0.33 0.04 2.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.18 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.43 -0.43 0.00 0.00 3.19 68.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.02 0.0 0.70 -0.70 0.00 0.00 0.29 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.02 0.0 0.66 -0.66 0.08 0.00 0.25 8.0 1 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.60 -0.60 0.00 0.00 1.11 21.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.01 0.03 0.0 0.81 -0.81 -0.01 0.00 1.88 58.0 -1 0 caleb_strategy_v3 CAD False False 0.04 0.00 0.04 0.0 1.05 -1.05 0.00 0.00 1.15 29.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.14 0.04 0.0 0.70 -0.70 0.14 0.14 0.61 10.0 2 2 caleb_strategy_v3 PALLAD False False 0.09 0.00 0.04 0.0 0.18 -0.18 0.00 0.00 0.45 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.21 -1.21 0.00 0.00 2.39 56.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.04 0.05 0.0 0.23 -0.23 0.04 0.04 3.09 13.0 2 2 caleb_strategy_v3 PLAT False False 0.05 0.00 0.06 0.0 0.48 -0.48 0.00 0.00 1.25 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.08 0.24 0.06 0.0 999.00 -999.00 0.24 0.24 0.72 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.12 0.08 0.0 0.91 -0.91 0.12 0.12 1.84 22.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.09 0.0 0.67 -0.67 0.20 0.20 2.79 20.0 6 6 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.03 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.10 0.0 0.56 -0.56 0.17 0.16 6.46 36.0 11 10 caleb_strategy_v3 EUR False False 0.07 0.07 0.11 0.0 1.02 -1.02 0.07 0.00 1.47 14.0 1 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.13 0.0 0.62 -0.62 0.00 0.00 3.87 19.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.27 0.15 0.0 999.00 -999.00 0.27 0.27 2.18 999999999.0 4 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.28 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.56 0.87 0.0 0.82 -0.82 0.56 0.56 63.99 60.0 41 41 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.9 Shocked risk 76.4 Sum abs risk 66.5 Leverage 8.49 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2020969.23, 'annual_cash_vol_target': 505242.3075, 'daily_cash_vol_target': 31577.64421875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6616 0.4854 7.7659 BITCOIN 2248.6443 85195.0000 2.6394 42.2305 BOBL 0.1751 116.1200 0.1508 2.4128 BTP 0.4075 120.1100 0.3393 5.4282 BUND 0.3457 127.5400 0.2710 4.3365 BUXL 0.7598 109.7800 0.6921 11.0739 CAC 52.2169 8143.5000 0.6412 10.2594 CAD 0.0026 0.7286 0.3511 5.6184 CANOLA 6.3630 600.1000 1.0603 16.9653 CHF 0.0049 1.2711 0.3841 6.1460 COCOA 139.8875 5955.0000 2.3491 37.5852 COFFEE 5.9395 345.0000 1.7216 27.5456 COPPER 0.0654 5.4210 1.2068 19.3093 CORN 3.7102 461.7500 0.8035 12.8562 COTTON2 0.6389 63.5700 1.0050 16.0808 CRUDE_W 0.8227 56.0300 1.4683 23.4927 DAX 161.6339 24131.0000 0.6698 10.7171 DOW 315.4776 48243.0000 0.6539 10.4630 DX 0.3199 98.0900 0.3262 5.2189 EUR 0.0039 1.1773 0.3330 5.3283 EURIBOR-ICE 0.0358 97.6150 0.0366 0.5860 EUROSTX 40.3791 5748.0000 0.7025 11.2398 FEEDCOW 3.5869 333.3750 1.0759 17.2149 GASOIL 11.4220 602.7500 1.8950 30.3196 GASOLINE 0.0297 1.7231 1.7227 27.5633 GAS_US_mini 0.1490 3.6300 4.1043 65.6686 GBP 0.0057 1.3382 0.4281 6.8497 GOLD_micro 32.5133 4356.9000 0.7462 11.9400 HEATOIL 0.0406 2.0973 1.9362 30.9788 JGB-SGX-mini 0.1757 133.3700 0.1318 2.1083 JPY 0.0000 0.0065 0.5506 8.8102 LEANHOG 1.1429 88.8750 1.2860 20.5752 LIVECOW 2.3254 228.5250 1.0176 16.2814 LUMBER-new 7.2865 587.0000 1.2413 19.8610 MXP 0.0003 0.0551 0.4849 7.7586 NASDAQ_micro 226.3834 25221.0000 0.8976 14.3616 NIKKEI 523.3230 49325.0000 1.0610 16.9755 NZD 0.0031 0.5792 0.5324 8.5179 OAT 0.3533 120.4800 0.2933 4.6923 OATIES 5.4078 303.5000 1.7818 28.5092 OJ 5.5104 164.3000 3.3539 53.6620 PALLAD 35.1540 1782.0000 1.9727 31.5636 PLAT 28.2026 1959.4000 1.4393 23.0296 REDWHEAT 7.6004 528.7500 1.4374 22.9988 RICE 0.1499 9.8950 1.5152 24.2434 ROBUSTA 71.5061 3681.0000 1.9426 31.0812 RUSSELL 27.0761 2527.8000 1.0711 17.1381 SHATZ 0.0519 106.7550 0.0486 0.7779 SILVER-mini 1.0594 65.2625 1.6233 25.9729 SMI 75.4433 13011.0000 0.5798 9.2775 SOFR 0.0462 96.6350 0.0478 0.7652 SOYBEAN 8.1261 1070.2500 0.7593 12.1483 SOYMEAL 3.8333 305.8000 1.2535 20.0566 SOYOIL 0.5670 49.0700 1.1555 18.4879 SP400 29.0483 3347.7000 0.8677 13.8833 SP500_micro 44.6226 6831.2500 0.6532 10.4514 SUGAR11 0.2173 14.1000 1.5410 24.6562 US10 0.2999 112.7656 0.2660 4.2556 US10U 0.3966 115.2969 0.3440 5.5038 US2 0.0725 104.4453 0.0695 1.1113 US20 0.6182 115.7188 0.5342 8.5474 US30 0.8756 118.5312 0.7387 11.8187 US5 0.1977 109.5078 0.1806 2.8890 VIX 0.4438 20.3500 2.1811 34.8968 WHEAT 6.7060 562.2500 1.1927 19.0835 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 661.65 0.49 321.14 1.00 321.14 31577.64 98.33 15.14 148.90 BITCOIN 85.20 2.64 224.86 1.00 224.86 31577.64 140.43 -16.42 -230.61 BOBL 1161.20 0.15 175.11 1.17 204.99 31577.64 154.05 -6.91 -106.39 BTP 1201.10 0.34 407.49 1.17 477.02 31577.64 66.20 1.28 8.47 BUND 1275.40 0.27 345.67 1.17 404.66 31577.64 78.04 -8.98 -70.09 BUXL 1097.80 0.69 759.81 1.17 889.46 31577.64 35.50 -14.84 -52.70 CAC 814.35 0.64 522.17 1.17 611.27 31577.64 51.66 11.48 59.29 CAD 728.55 0.35 255.83 1.00 255.83 31577.64 123.43 3.58 44.22 CANOLA 120.02 1.06 127.26 0.73 92.34 31577.64 341.96 -11.34 -387.94 CHF 1588.88 0.38 610.32 1.00 610.32 31577.64 51.74 -5.31 -27.47 COCOA 595.50 2.35 1398.87 1.00 1398.87 31577.64 22.57 -6.74 -15.21 COFFEE 1293.75 1.72 2227.32 1.00 2227.32 31577.64 14.18 1.43 2.03 COPPER 1355.25 1.21 1635.56 1.00 1635.56 31577.64 19.31 10.42 20.12 CORN 230.88 0.80 185.51 1.00 185.51 31577.64 170.22 -7.05 -120.01 COTTON2 317.85 1.01 319.45 1.00 319.45 31577.64 98.85 -20.00 -197.70 CRUDE_W 560.30 1.47 822.69 1.00 822.69 31577.64 38.38 -6.35 -24.39 DAX 241.31 0.67 161.63 1.17 189.21 31577.64 166.89 3.30 55.08 DOW 241.22 0.65 157.74 1.00 157.74 31577.64 200.19 0.81 16.24 DX 980.90 0.33 319.95 1.00 319.95 31577.64 98.70 -3.85 -37.98 EUR 1471.62 0.33 490.08 1.00 490.08 31577.64 64.43 8.81 56.76 EURIBOR-ICE 2440.38 0.04 89.39 1.17 104.64 31577.64 301.78 -2.06 -62.14 EUROSTX 574.80 0.70 403.79 1.17 472.69 31577.64 66.80 12.23 81.71 FEEDCOW 1666.88 1.08 1793.44 1.00 1793.44 31577.64 17.61 4.34 7.64 GASOIL 602.75 1.89 1142.20 1.00 1142.20 31577.64 27.65 1.50 4.13 GASOLINE 723.70 1.72 1246.73 1.00 1246.73 31577.64 25.33 -7.05 -17.85 GAS_US_mini 90.75 4.10 372.46 1.00 372.46 31577.64 84.78 -4.47 -37.88 GBP 836.38 0.43 358.06 1.00 358.06 31577.64 88.19 8.02 70.75 GOLD_micro 435.69 0.75 325.13 1.00 325.13 31577.64 97.12 7.20 69.95 HEATOIL 880.87 1.94 1705.51 1.00 1705.51 31577.64 18.52 -4.98 -9.23 JGB-SGX-mini 133370.00 0.13 17574.39 0.01 113.07 31577.64 279.27 -17.47 -487.96 JPY 809.94 0.55 445.98 1.00 445.98 31577.64 70.81 -11.61 -82.18 LEANHOG 355.50 1.29 457.16 1.00 457.16 31577.64 69.07 7.35 50.78 LIVECOW 914.10 1.02 930.18 1.00 930.18 31577.64 33.95 1.17 3.96 LUMBER-new 161.43 1.24 200.38 1.00 200.38 31577.64 157.59 -12.30 -193.89 MXP 275.40 0.48 133.55 1.00 133.55 31577.64 236.46 18.41 435.36 NASDAQ_micro 504.42 0.90 452.77 1.00 452.77 31577.64 69.74 -8.58 -59.83 NIKKEI 49325.00 1.06 52332.30 0.01 336.70 31577.64 93.79 6.35 59.59 NZD 579.15 0.53 308.32 1.00 308.32 31577.64 102.42 4.16 42.61 OAT 1204.80 0.29 353.33 1.17 413.62 31577.64 76.34 2.33 17.79 OATIES 151.75 1.78 270.39 1.00 270.39 31577.64 116.78 -20.00 -233.57 OJ 246.45 3.35 826.56 1.00 826.56 31577.64 38.20 -14.44 -55.18 PALLAD 1782.00 1.97 3515.40 1.00 3515.40 31577.64 8.98 14.69 13.19 PLAT 979.70 1.44 1410.13 1.00 1410.13 31577.64 22.39 16.38 36.67 REDWHEAT 264.38 1.44 380.02 1.00 380.02 31577.64 83.09 -16.12 -133.92 RICE 197.90 1.52 299.86 1.00 299.86 31577.64 105.31 -18.32 -192.91 ROBUSTA 368.10 1.94 715.06 1.00 715.06 31577.64 44.16 -7.38 -32.60 RUSSELL 126.39 1.07 135.38 1.00 135.38 31577.64 233.25 4.12 96.01 SHATZ 1067.55 0.05 51.90 1.17 60.76 31577.64 519.72 -11.33 -588.74 SILVER-mini 1631.56 1.62 2648.53 1.00 2648.53 31577.64 11.92 17.61 20.99 SMI 1301.10 0.58 754.43 1.25 945.27 31577.64 33.41 20.00 66.81 SOFR 2415.88 0.05 115.54 1.00 115.54 31577.64 273.32 -7.92 -216.57 SOYBEAN 535.12 0.76 406.30 1.00 406.30 31577.64 77.72 -9.93 -77.19 SOYMEAL 305.80 1.25 383.33 1.00 383.33 31577.64 82.38 -15.47 -127.42 SOYOIL 294.42 1.16 340.20 1.00 340.20 31577.64 92.82 -20.00 -185.64 SP400 3347.70 0.87 2904.83 1.00 2904.83 31577.64 10.87 1.03 1.12 SP500_micro 341.56 0.65 223.11 1.00 223.11 31577.64 141.53 -5.30 -75.00 SUGAR11 157.92 1.54 243.36 1.00 243.36 31577.64 129.76 -13.12 -170.29 US10 1127.66 0.27 299.93 1.00 299.93 31577.64 105.28 -5.05 -53.17 US10U 1152.97 0.34 396.61 1.00 396.61 31577.64 79.62 -4.45 -35.42 US2 2088.91 0.07 145.09 1.00 145.09 31577.64 217.64 -2.98 -64.79 US20 1157.19 0.53 618.18 1.00 618.18 31577.64 51.08 -3.41 -17.42 US30 1185.31 0.74 875.55 1.00 875.55 31577.64 36.07 -5.92 -21.34 US5 1095.08 0.18 197.73 1.00 197.73 31577.64 159.70 -5.14 -82.06 VIX 203.50 2.18 443.84 1.00 443.84 31577.64 71.15 -20.00 -142.29 WHEAT 281.12 1.19 335.30 1.00 335.30 31577.64 94.18 -19.64 -184.92 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 148.901 0.010 2.5 3.869 BITCOIN -230.609 0.043 2.5 -25.007 BOBL -106.395 0.004 2.5 -1.080 BTP 8.468 0.014 2.5 0.289 BUND -70.086 0.004 2.5 -0.712 BUXL -52.700 0.004 2.5 -0.535 CAC 59.291 0.014 2.5 2.025 CAD 44.225 0.010 2.5 1.149 CANOLA -387.936 0.010 2.5 -9.451 CHF -27.471 0.010 2.5 -0.714 COCOA -15.205 0.010 2.5 -0.370 COFFEE 2.025 0.005 2.5 0.027 COPPER 20.125 0.043 2.5 2.182 CORN -120.009 0.010 2.5 -2.924 COTTON2 -197.697 0.010 2.5 -4.816 CRUDE_W -24.387 0.043 2.5 -2.644 DAX 55.078 0.014 2.5 1.881 DOW 16.238 0.009 2.5 0.378 DX -37.978 0.010 2.5 -0.987 EUR 56.761 0.010 2.5 1.475 EURIBOR-ICE -62.143 0.014 2.5 -2.123 EUROSTX 81.710 0.014 2.5 2.791 FEEDCOW 7.635 0.013 2.5 0.253 GASOIL 4.134 0.017 2.5 0.179 GASOLINE -17.850 0.017 2.5 -0.775 GAS_US_mini -37.882 0.043 2.5 -4.108 GBP 70.747 0.010 2.5 1.838 GOLD_micro 69.950 0.014 2.5 2.389 HEATOIL -9.229 0.017 2.5 -0.401 JGB-SGX-mini -487.958 0.043 2.5 -52.914 JPY -82.182 0.010 2.5 -2.135 LEANHOG 50.785 0.024 2.5 3.091 LIVECOW 3.962 0.013 2.5 0.131 LUMBER-new -193.891 0.010 2.5 -4.724 MXP 435.355 0.059 2.5 63.988 NASDAQ_micro -59.833 0.009 2.5 -1.392 NIKKEI 59.593 0.043 2.5 6.462 NZD 42.607 0.010 2.5 1.107 OAT 17.786 0.014 2.5 0.607 OATIES -233.569 0.010 2.5 -5.690 OJ -55.176 0.010 2.5 -1.344 PALLAD 13.195 0.014 2.5 0.451 PLAT 36.669 0.014 2.5 1.252 REDWHEAT -133.921 0.005 2.5 -1.779 RICE -192.913 0.010 2.5 -4.700 ROBUSTA -32.595 0.005 2.5 -0.433 RUSSELL 96.012 0.013 2.5 3.186 SHATZ -588.742 0.004 2.5 -5.979 SILVER-mini 20.991 0.014 2.5 0.717 SMI 66.812 0.014 2.5 2.282 SOFR -216.573 0.024 2.5 -13.181 SOYBEAN -77.192 0.004 2.5 -0.719 SOYMEAL -127.421 0.004 2.5 -1.187 SOYOIL -185.641 0.004 2.5 -1.731 SP400 1.120 0.013 2.5 0.037 SP500_micro -75.001 0.009 2.5 -1.745 SUGAR11 -170.289 0.010 2.5 -4.149 US10 -53.169 0.005 2.5 -0.675 US10U -35.424 0.005 2.5 -0.450 US2 -64.795 0.005 2.5 -0.822 US20 -17.415 0.005 2.5 -0.221 US30 -21.336 0.005 2.5 -0.271 US5 -82.059 0.005 2.5 -1.041 VIX -142.292 0.099 2.5 -35.173 WHEAT -184.920 0.005 2.5 -2.456 ===================== Position diags ===================== AUD 2.55 BITCOIN 15.23 BOBL 1.56 BTP 2.26 BUND 0.79 BUXL 0.36 CAC 1.76 CAD 3.21 CANOLA 8.33 CHF 1.34 COCOA 0.55 COFFEE 0.19 COPPER 2.09 CORN 4.15 COTTON2 2.41 CRUDE_W 4.16 DAX 5.70 DOW 4.66 DX 2.56 EUR 1.67 EURIBOR-ICE 10.31 EUROSTX 2.28 FEEDCOW 0.58 GASOIL 1.20 GASOLINE 1.10 GAS_US_mini 9.19 GBP 2.29 GOLD_micro 3.32 HEATOIL 0.80 JGB-SGX-mini 30.28 JPY 1.84 LEANHOG 4.20 LIVECOW 1.13 LUMBER-new 3.84 MXP 34.75 NASDAQ_micro 1.62 NIKKEI 10.17 NZD 2.66 OAT 2.61 OATIES 2.85 OJ 0.93 PALLAD 0.31 PLAT 0.76 REDWHEAT 1.10 RICE 2.57 ROBUSTA 0.59 RUSSELL 7.74 SHATZ 5.28 SILVER-mini 0.41 SMI 1.14 SOFR 16.63 SOYBEAN 0.72 SOYMEAL 0.77 SOYOIL 0.87 SP400 0.36 SP500_micro 3.29 SUGAR11 3.16 US10 1.34 US10U 1.01 US2 2.76 US20 0.65 US30 0.46 US5 2.03 VIX 17.59 WHEAT 1.25 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.9 3.6 4.1 0.0 0 BITCOIN -25.0 -26.5 -23.5 0.0 0 BOBL -1.1 -1.2 -0.9 0.0 0 BTP 0.3 0.1 0.5 0.0 0 BUND -0.7 -0.8 -0.6 -6.0 -6 BUXL -0.5 -0.6 -0.5 -3.0 -3 CAC 2.0 1.8 2.2 0.0 0 CAD 1.1 0.8 1.5 0.0 0 CANOLA -9.5 -10.3 -8.6 -1.0 -1 CHF -0.7 -0.8 -0.6 -2.0 -2 COCOA -0.4 -0.4 -0.3 -1.0 -1 COFFEE 0.0 0.0 0.0 0.0 0 COPPER 2.2 2.0 2.4 4.0 4 CORN -2.9 -3.3 -2.5 0.0 0 COTTON2 -4.8 -5.1 -4.6 -5.0 -5 CRUDE_W -2.6 -3.1 -2.2 0.0 0 DAX 1.9 1.3 2.5 -1.0 -1 DOW 0.4 -0.1 0.8 2.0 2 DX -1.0 -1.2 -0.7 0.0 0 EUR 1.5 1.3 1.6 1.0 1 EURIBOR-ICE -2.1 -3.2 -1.1 0.0 0 EUROSTX 2.8 2.6 3.0 6.0 6 FEEDCOW 0.3 0.2 0.3 1.0 1 GASOIL 0.2 0.1 0.3 0.0 0 GASOLINE -0.8 -0.9 -0.7 -2.0 -2 GAS_US_mini -4.1 -5.0 -3.2 0.0 0 GBP 1.8 1.6 2.1 3.0 3 GOLD_micro 2.4 2.1 2.7 0.0 0 HEATOIL -0.4 -0.5 -0.3 0.0 0 JGB-SGX-mini -52.9 -55.9 -49.9 0.0 0 JPY -2.1 -2.3 -2.0 -2.0 -2 LEANHOG 3.1 2.7 3.5 2.0 2 LIVECOW 0.1 0.0 0.2 0.0 0 LUMBER-new -4.7 -5.1 -4.3 0.0 0 MXP 64.0 60.5 67.5 41.0 41 NASDAQ_micro -1.4 -1.6 -1.2 -2.0 -2 NIKKEI 6.5 5.4 7.5 11.0 11 NZD 1.1 0.8 1.4 0.0 0 OAT 0.6 0.3 0.9 2.0 2 OATIES -5.7 -6.0 -5.4 NaN 0 OJ -1.3 -1.4 -1.3 -2.0 -2 PALLAD 0.5 0.4 0.5 0.0 0 PLAT 1.3 1.2 1.3 0.0 0 REDWHEAT -1.8 -1.9 -1.7 -3.0 -3 RICE -4.7 -5.0 -4.4 -3.0 -3 ROBUSTA -0.4 -0.5 -0.4 0.0 0 RUSSELL 3.2 2.4 4.0 0.0 0 SHATZ -6.0 -6.5 -5.5 NaN 0 SILVER-mini 0.7 0.7 0.8 3.0 3 SMI 2.3 2.2 2.4 0.0 0 SOFR -13.2 -14.8 -11.5 NaN 0 SOYBEAN -0.7 -0.8 -0.6 0.0 0 SOYMEAL -1.2 -1.3 -1.1 0.0 0 SOYOIL -1.7 -1.8 -1.6 -7.0 -7 SP400 0.0 0.0 0.1 2.0 2 SP500_micro -1.7 -2.1 -1.4 -9.0 -9 SUGAR11 -4.1 -4.5 -3.8 -4.0 -4 US10 -0.7 -0.8 -0.5 0.0 0 US10U -0.4 -0.6 -0.3 0.0 0 US2 -0.8 -1.1 -0.5 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.0 -1.2 -0.8 0.0 0 VIX -35.2 -36.9 -33.4 -25.0 -25 WHEAT -2.5 -2.6 -2.3 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.6 0.1 0.0 -0.1 0.1 -0.2 0.2 0.1 0.1 -0.1 0.3 0.2 0.2 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.2 2.3 0.1 -0.1 0.1 0.0 0.1 0.1 0.3 -0.2 0.3 0.6 0.4 0.2 0.7 0.3 0.7 BITCOIN 0.1 -0.6 -0.6 0.2 0.2 0.5 0.2 0.7 0.2 -0.1 -0.3 -0.1 0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -2.7 -0.2 -0.2 -0.4 -0.2 -0.1 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 0.2 -0.1 -0.7 -0.5 BOBL -0.6 -0.5 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.3 -0.1 -0.1 -0.2 -0.2 -0.4 0.1 0.1 0.2 -0.2 -0.1 -0.1 -0.1 -0.2 0.4 -0.2 -0.0 -0.3 -0.2 -0.2 -0.2 0.4 -0.5 -0.6 -0.6 -0.3 0.2 0.7 0.6 0.7 BTP -0.4 -0.3 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.1 0.4 -0.1 0.7 -0.1 0.1 0.3 0.2 0.2 0.2 -0.0 0.1 -0.0 0.3 -0.1 -2.7 -0.1 0.0 0.1 -0.1 0.4 -0.2 0.5 -0.2 -0.1 0.1 0.2 0.0 0.7 0.3 0.7 BUND -0.6 -0.4 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.2 -0.4 -0.2 -0.2 0.2 0.1 0.1 0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.3 -0.2 -0.3 -0.2 0.0 -0.5 -0.6 -0.6 -0.2 0.1 0.7 0.3 0.7 BUXL -0.5 -0.4 -0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.2 -0.5 -0.2 0.1 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.0 -0.5 -0.6 -0.6 -0.3 -0.2 0.6 -0.1 0.3 CAC 0.0 -0.2 0.3 0.1 -0.1 0.3 -0.0 0.5 0.0 0.1 0.4 0.2 0.6 -0.0 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.0 0.3 0.0 0.8 0.0 0.1 0.2 0.1 0.1 0.0 0.3 0.1 -0.3 -0.2 -0.2 0.5 0.7 0.4 0.7 CAD 0.6 0.4 -0.2 -0.1 0.1 -0.2 0.2 0.1 0.1 0.1 -0.3 0.2 -0.2 0.2 0.0 -0.1 -0.2 -0.2 -0.2 0.1 -0.0 0.2 -0.2 0.2 2.7 0.1 0.1 -0.1 0.2 -0.2 0.2 -0.4 0.5 0.5 0.6 -0.2 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.0 -0.4 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.3 -0.2 -0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.2 -0.1 -0.2 -0.1 -0.2 1.1 -0.2 -0.2 -0.3 -0.2 -0.2 -0.2 -0.8 -0.5 -0.6 -0.1 0.1 0.6 0.7 0.7 0.7 CHF 0.3 -0.2 -0.3 -0.0 0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.4 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 0.1 0.2 0.1 -0.2 -0.0 0.1 0.0 0.1 0.3 0.1 -1.1 0.2 -0.2 -0.1 0.1 -0.3 -0.7 -0.3 -0.7 COCOA 0.6 -0.1 -0.6 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.0 -0.2 0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 0.0 -0.1 0.0 -2.7 -0.1 -0.0 -0.2 0.0 -0.1 -0.0 1.0 0.5 0.3 -0.0 -0.2 -0.3 -0.1 0.0 0.1 COFFEE -0.5 -0.3 0.4 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.4 -0.2 0.5 -0.2 0.0 0.4 0.3 0.4 0.4 -0.0 0.1 -0.2 0.5 -0.2 -2.7 -0.0 -0.2 0.4 -0.2 0.7 -0.2 1.1 -0.5 -0.5 -0.0 0.6 0.6 0.5 0.7 0.7 COPPER 0.4 0.3 0.4 0.2 0.2 0.5 0.2 0.7 0.2 0.0 0.0 0.1 0.0 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.6 0.1 0.0 0.2 0.1 0.4 0.1 -0.0 -0.5 -0.2 0.0 -0.5 0.7 0.6 0.7 0.7 CORN -0.1 0.1 0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.1 -0.2 -0.4 -0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 -0.1 -0.3 -0.0 1.3 -0.0 -0.0 0.0 -0.1 -0.3 -0.1 -1.1 0.3 0.1 0.6 0.6 -0.3 -0.2 0.1 -0.1 COTTON2 0.0 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.1 -1.7 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.9 0.3 0.2 0.0 0.4 -0.2 -0.4 -0.1 -0.3 CRUDE_W -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.2 0.0 -0.2 -0.1 -0.4 -0.2 -0.5 -0.2 -0.2 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.2 -0.3 -0.2 1.1 -0.2 -0.2 -0.5 -0.2 -0.5 -0.2 -0.7 0.1 0.3 -0.4 -0.6 0.7 0.7 0.4 0.7 DAX 0.4 -0.3 -0.4 0.1 -0.1 0.3 -0.0 0.4 0.0 -0.0 0.2 0.1 0.6 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.4 0.1 -1.6 0.0 -0.0 -0.0 0.1 0.2 0.1 -0.1 0.4 0.2 -0.2 -0.6 0.2 0.7 0.1 0.7 DOW 0.4 -0.1 0.1 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.4 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.4 0.1 -1.4 0.1 -0.0 0.3 0.0 0.4 0.1 -0.2 0.1 0.3 0.4 0.2 -0.2 -0.7 -0.3 -0.7 DX -0.6 0.1 0.4 -0.0 0.1 -0.1 0.1 0.1 0.1 -0.1 0.1 -0.2 -0.5 -0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.2 -0.1 -2.7 -0.0 -0.1 0.1 -0.2 -0.1 -0.2 0.9 -0.5 -0.6 0.2 0.5 0.1 0.5 0.2 0.6 EUR 0.5 -0.0 -0.2 -0.1 0.1 -0.2 0.2 0.1 0.1 0.1 0.2 0.2 0.6 0.2 -0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.4 0.2 2.0 0.1 0.1 0.2 0.2 0.5 0.2 -0.4 0.2 0.4 0.4 0.2 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.6 -0.5 -0.3 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.1 -0.1 0.2 0.2 0.3 0.3 -0.1 -0.1 -0.1 0.0 -0.2 0.3 -0.1 -0.0 -0.2 -0.2 -0.0 -0.2 0.8 -0.5 -0.6 -0.6 -0.2 0.2 0.7 0.5 0.7 EUROSTX 0.2 -0.1 0.3 0.1 -0.1 0.3 -0.0 0.5 0.0 -0.0 0.5 0.2 0.7 0.1 0.2 -0.0 -0.0 -0.1 -0.1 0.1 0.2 0.0 0.5 0.1 -0.9 0.1 -0.0 0.3 0.0 0.4 0.1 0.3 0.1 -0.0 0.2 0.1 0.4 0.7 0.3 0.7 FEEDCOW 0.6 -0.5 -0.6 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 0.0 0.0 0.1 0.2 0.0 -0.0 0.3 0.2 0.3 0.3 0.0 0.0 0.1 0.3 0.1 -2.7 -0.0 0.0 0.1 0.1 0.4 0.0 1.1 0.4 0.5 -0.4 0.3 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.2 0.1 -0.1 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 0.2 -0.1 0.2 -0.1 -0.0 0.3 0.3 0.4 0.4 -0.1 0.0 -0.2 0.1 -0.1 -0.2 -0.0 -0.1 0.1 -0.2 0.2 -0.1 0.4 0.0 -0.4 0.1 0.2 0.3 0.6 -0.0 0.3 GASOLINE -0.4 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.2 0.3 0.1 0.2 -0.1 -0.0 -0.2 -0.0 -0.2 -2.3 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.2 -0.2 -0.3 -0.2 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini -0.4 0.4 0.4 -0.1 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 0.0 0.4 -0.4 -0.4 -0.4 -0.0 -0.0 -0.2 -0.1 -0.1 2.7 -0.0 -0.1 0.0 -0.2 -0.0 -0.1 -1.1 -0.4 0.1 0.3 0.3 0.1 -0.7 -0.5 -0.7 GBP 0.6 0.0 -0.4 -0.1 0.1 -0.2 0.2 0.1 0.1 0.1 -0.1 0.2 0.5 0.2 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.0 0.1 0.1 0.2 0.3 0.1 0.1 -0.0 0.2 0.3 0.2 0.3 -0.0 0.6 0.1 0.0 0.3 -0.2 0.4 -0.2 GOLD_micro 0.5 0.6 0.3 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.1 0.5 0.2 0.7 0.2 -0.3 -0.2 -0.1 -0.0 0.6 0.2 0.1 -0.4 -0.6 HEATOIL -0.6 -0.2 -0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.0 0.0 -0.1 0.1 -0.1 -2.1 -0.0 -0.1 0.0 -0.2 0.1 -0.1 0.0 -0.0 -0.4 0.1 0.0 0.7 0.4 -0.2 -0.3 JGB-SGX-mini -0.6 -0.6 -0.6 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.4 -0.1 -0.5 -0.2 -0.2 0.4 0.3 0.3 0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 1.0 -0.2 -0.6 -0.6 -0.6 -0.3 -0.7 -0.0 -0.7 JPY 0.3 -0.3 -0.6 -0.0 0.0 -0.1 0.1 0.0 0.1 0.0 -0.4 0.0 -0.5 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.5 -0.1 2.7 -0.2 -0.0 -0.5 -0.0 -0.6 -0.1 -0.6 -0.3 -0.3 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.6 -0.2 -0.6 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 0.1 0.0 0.2 0.4 0.1 -0.1 -0.4 0.4 0.0 0.4 -0.0 -0.0 0.2 0.1 0.1 -0.3 0.0 0.1 -0.1 0.2 0.1 0.1 1.1 0.5 0.6 0.3 0.6 0.0 0.4 0.4 0.7 LIVECOW 0.6 -0.5 -0.6 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 0.0 0.0 0.1 0.2 0.0 -0.0 -0.0 0.2 -0.0 0.0 -0.0 0.0 0.1 0.2 0.1 -2.7 -0.0 0.0 0.0 0.0 0.3 0.0 1.1 0.4 0.4 -0.4 0.2 0.7 0.5 0.7 0.7 LUMBER-new 0.4 -0.7 -0.7 -0.2 -0.2 -0.6 -0.2 -0.8 -0.2 0.1 -0.5 0.2 -0.6 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 0.1 -0.6 -0.1 NaN -0.2 0.0 -0.6 0.1 -0.7 -0.1 -1.2 0.6 0.7 -0.7 -0.3 0.2 0.8 0.3 0.8 MXP 0.4 0.2 0.1 -0.1 0.1 -0.2 0.2 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 1.1 0.5 0.5 0.6 0.6 0.3 0.3 0.4 0.4 NASDAQ_micro 0.0 -0.5 -0.3 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.3 0.0 0.5 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.4 -0.0 -2.7 0.0 -0.1 0.2 -0.1 0.4 -0.1 -0.3 -0.5 -0.3 -0.1 0.1 -0.0 -0.7 -0.1 -0.7 NIKKEI -0.2 -0.1 0.4 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.3 -0.0 0.4 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.1 0.5 -0.0 -1.8 0.1 -0.1 0.5 -0.1 0.7 -0.0 1.0 -0.2 -0.4 0.2 0.6 -0.1 0.2 -0.1 0.3 NZD 0.6 0.1 -0.4 -0.0 0.1 -0.1 0.1 0.1 0.1 -0.1 -0.2 0.1 -0.4 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.3 0.1 2.1 -0.1 -0.1 -0.3 0.0 -0.4 0.1 0.0 -0.2 0.3 0.0 -0.3 0.1 0.7 0.2 0.7 OAT -0.4 -0.2 0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 0.0 -0.1 -0.2 -0.2 -0.0 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 1.0 -0.2 -0.2 -0.0 0.1 0.0 0.7 0.3 0.7 OATIES -0.3 -0.0 -0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.0 -0.4 -0.1 -0.4 -0.1 -0.1 -0.3 -0.2 -0.4 -0.3 -0.2 -0.1 -0.1 -0.3 -0.2 -0.8 -0.2 0.0 -0.4 -0.2 -0.4 -0.2 -0.8 -0.5 -0.6 -0.4 -0.1 -0.3 -0.5 -0.1 -0.5 OJ 0.4 -0.5 -0.6 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.3 -0.0 -2.7 -0.1 0.0 -0.3 0.0 -0.3 -0.0 0.6 0.3 0.1 -0.2 -0.2 -0.5 -0.6 -0.2 -0.5 PALLAD 0.5 0.1 0.4 0.2 0.2 0.5 0.2 0.6 0.2 0.1 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.3 0.2 2.4 0.1 0.2 0.4 0.2 0.5 0.2 0.3 0.4 0.2 -0.0 0.0 0.0 -0.3 -0.7 -0.7 PLAT 0.6 0.2 0.1 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.4 0.2 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 0.1 0.2 0.2 0.4 0.2 0.7 0.2 0.2 0.5 0.6 0.1 -0.2 0.7 0.4 -0.7 -0.5 REDWHEAT -0.2 0.2 0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.5 -0.2 -0.7 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.1 0.9 -0.1 -0.1 -0.2 -0.2 -0.5 -0.1 -1.0 -0.1 -0.1 0.6 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.0 0.2 -0.6 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 0.0 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -1.0 -0.1 -0.2 -0.2 -0.3 -0.3 -0.5 0.0 -0.5 ROBUSTA -0.6 -0.4 0.1 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.3 0.2 0.2 -0.1 -0.0 -0.2 0.0 -0.2 -2.7 -0.1 -0.2 -0.0 -0.2 0.0 -0.1 1.1 -0.5 -0.6 -0.2 0.5 -0.1 0.5 0.3 0.7 RUSSELL 0.5 -0.1 0.2 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.4 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.3 0.1 0.8 0.1 -0.1 0.2 -0.0 0.3 0.0 0.0 -0.0 0.4 0.0 0.1 -0.2 -0.7 -0.4 -0.7 SHATZ -0.5 -0.4 -0.3 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.4 -0.1 -0.3 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.1 -0.1 -0.2 -0.2 1.1 -0.2 -0.0 -0.4 -0.2 -0.3 -0.2 -1.1 -0.5 -0.6 -0.6 -0.5 0.5 0.7 0.7 0.7 SILVER-mini 0.6 0.5 0.3 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.4 0.1 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.4 0.2 0.1 0.5 0.2 0.7 0.2 0.0 0.5 0.6 0.6 0.6 0.1 0.7 -0.3 -0.1 SMI 0.4 0.5 0.5 0.1 -0.1 0.3 -0.0 0.5 0.0 0.2 0.5 0.2 0.5 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.2 0.2 0.4 0.2 1.7 0.2 0.2 0.5 0.2 0.5 0.2 0.9 0.5 0.6 0.6 0.5 0.1 0.7 0.2 0.7 SOFR -0.4 -0.3 -0.2 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.3 -0.1 0.6 -0.1 -0.1 0.2 0.1 0.1 0.1 -0.1 0.0 -0.1 0.3 -0.1 -2.7 -0.1 0.1 0.1 -0.0 0.4 -0.1 0.3 -0.3 0.1 0.1 0.1 -0.3 -0.5 -0.3 -0.7 SOYBEAN -0.6 0.1 0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.3 -0.2 0.2 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.2 0.0 -0.2 -1.0 0.0 -0.2 0.3 -0.2 0.2 -0.2 0.1 -0.5 -0.6 0.6 0.6 -0.7 -0.3 -0.7 -0.1 SOYMEAL -0.6 0.2 0.6 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 0.0 -0.2 -0.3 -0.1 0.0 -0.2 -0.3 -0.3 -0.3 0.0 0.0 -0.1 -0.1 -0.1 -1.7 0.1 -0.1 0.3 -0.2 0.0 -0.1 -0.9 -0.3 -0.5 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL -0.2 -0.0 -0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 -0.2 0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 -2.6 -0.2 -0.2 -0.2 -0.2 0.0 -0.2 0.0 -0.5 -0.6 -0.1 0.4 -0.7 -0.6 -0.7 -0.7 SP400 0.5 0.0 -0.0 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.0 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.4 0.1 -0.3 -0.2 -0.7 -0.3 -0.7 SP500_micro 0.1 -0.3 -0.3 0.1 -0.0 0.2 -0.0 0.4 0.0 -0.1 0.4 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.5 0.0 -2.4 0.0 -0.1 0.2 -0.1 0.4 -0.0 -0.4 -0.4 -0.2 0.0 0.0 -0.0 -0.7 -0.0 -0.7 SUGAR11 0.3 0.1 -0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.4 -0.1 -0.5 0.0 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.2 -0.0 -0.5 -0.0 -2.7 -0.1 -0.1 -0.5 -0.1 -0.6 -0.0 1.1 0.2 0.4 0.0 0.0 -0.4 -0.6 -0.1 -0.5 US10 -0.3 -0.3 0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.3 -0.1 0.2 -0.1 -0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 -0.1 -1.1 0.0 0.1 0.2 0.0 0.3 -0.0 -0.2 -0.0 0.3 0.2 0.3 -0.7 -0.7 -0.5 -0.7 US10U -0.3 -0.3 0.2 -0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.1 0.4 -0.1 0.1 -0.2 0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.2 -0.1 -1.9 0.0 0.1 0.3 -0.0 0.5 -0.1 -0.3 -0.1 0.3 0.2 0.6 -0.4 -0.4 -0.4 -0.7 US2 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.0 0.1 -0.1 -0.0 -0.1 -0.2 -0.3 -0.2 -0.3 -0.0 -0.0 0.1 0.0 -0.0 2.3 -0.0 0.2 0.0 0.1 0.2 0.0 -1.1 0.3 0.4 0.1 0.1 -0.7 -0.4 -0.7 -0.7 US20 -0.4 -0.4 0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.2 -0.1 -0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 0.0 -0.1 -1.2 -0.0 0.0 0.1 -0.0 0.2 -0.1 0.0 -0.1 0.1 -0.0 0.4 -0.1 0.5 -0.1 -0.6 US30 -0.4 -0.4 0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 -0.1 -0.3 -0.2 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.7 -0.1 0.0 0.1 -0.1 0.1 -0.1 -0.4 -0.2 0.0 -0.1 0.4 -0.0 0.3 -0.0 -0.5 US5 -0.3 -0.2 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.3 -0.0 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.2 -0.0 -0.5 -0.0 0.1 0.1 0.1 0.3 -0.0 -0.5 0.1 0.3 0.2 0.2 -0.7 -0.6 -0.7 -0.7 VIX -0.9 -0.3 -0.3 -0.3 -0.1 -0.5 -0.3 -0.3 -0.3 -0.2 -0.9 -0.3 -0.9 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.2 -0.2 -0.4 -0.3 NaN -0.3 -0.1 -0.5 -0.3 -0.3 -0.3 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT -0.4 0.0 0.1 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.4 -0.3 -0.3 -0.1 -0.2 -0.2 -0.5 -0.2 1.5 -0.1 -0.2 -0.3 -0.2 -0.5 -0.2 -1.1 -0.2 -0.5 0.5 0.6 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 17.5 3.7 0.3 -4.8 7.9 -5.7 15.1 1.9 8.3 -15.0 11.8 14.1 4.9 15.9 7.3 0.4 -1.0 -0.2 -0.7 10.5 6.5 6.3 3.8 14.3 17.2 9.3 -10.9 5.4 4.2 1.5 13.1 4.9 -9.2 9.1 17.2 13.6 5.8 20.0 8.4 20.0 BITCOIN 2.3 -20.0 -20.0 19.5 20.0 20.0 20.0 20.0 20.0 -15.3 -9.5 -12.4 3.9 -15.4 -15.9 -4.1 -6.6 -5.1 -5.8 -20.0 -17.9 -17.3 -2.8 -20.0 -20.0 -20.0 -17.3 -16.4 -15.1 -2.6 -18.5 -0.1 -20.0 -20.0 -20.0 -20.0 5.2 -2.4 -20.0 -15.9 BOBL -18.7 -14.2 -3.6 -8.7 8.2 -3.5 -4.2 -2.9 -11.3 -3.5 -11.1 -13.0 -3.6 -15.8 -14.2 -18.7 5.8 5.8 9.1 -16.1 -8.9 -14.6 -5.2 -20.0 2.8 -20.0 -3.8 -11.1 -20.0 -5.6 -20.0 7.3 -20.0 -20.0 -20.0 -9.9 5.6 20.0 17.9 20.0 BTP -11.9 -9.2 1.1 -11.4 10.8 -4.6 -5.6 -3.9 -15.0 8.0 13.7 -10.2 19.2 -12.5 5.4 13.2 9.2 10.5 9.8 -3.3 5.0 -5.3 10.9 -9.2 -20.0 -6.6 4.7 4.6 -9.1 11.9 -14.8 10.3 -9.2 -2.7 3.2 7.1 1.2 20.0 9.6 20.0 BUND -18.0 -13.2 -0.2 -10.0 9.4 -4.0 -4.9 -3.4 -13.0 -10.2 -10.4 -17.5 -10.1 -19.4 -15.4 12.5 3.8 4.7 3.9 -16.4 -8.9 -17.4 -7.9 -20.0 -0.4 -20.0 -9.0 -11.8 -20.0 -7.1 -20.0 0.8 -20.0 -20.0 -18.6 -6.7 1.7 20.0 8.9 20.0 BUXL -15.6 -12.9 -1.7 -10.1 9.5 -4.1 -4.9 -3.4 -13.2 -18.4 -17.6 -20.0 -20.0 -20.0 -17.4 3.8 3.1 4.0 3.8 -20.0 -16.7 -18.4 -20.0 -20.0 0.5 -20.0 -16.2 -20.0 -20.0 -18.7 -20.0 -0.1 -19.5 -19.3 -18.9 -9.7 -6.1 18.4 -1.6 7.8 CAC 0.9 -6.1 8.7 6.7 -7.2 12.1 -1.8 14.2 3.0 16.6 15.7 15.8 17.9 -1.8 10.1 -3.8 -1.8 -3.2 -2.4 6.1 11.0 4.5 11.9 2.8 5.7 4.6 9.1 6.8 5.1 4.0 2.4 5.8 6.0 -9.4 -6.5 -5.4 13.9 20.0 10.8 20.0 CAD 20.0 11.1 -7.7 -4.7 7.7 -5.6 14.8 1.8 8.1 11.5 -9.7 20.0 -6.9 20.0 1.6 -7.5 -7.5 -8.2 -8.0 7.8 -3.6 19.7 -6.8 20.0 20.0 5.7 7.0 -4.1 19.9 -5.5 19.6 -7.0 20.0 15.9 17.2 -5.2 -20.0 -20.0 -19.6 -20.0 CANOLA -20.0 -1.3 -12.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.1 -14.0 -11.0 -15.2 -2.1 -13.1 -12.3 -20.0 -13.6 -20.0 -17.3 -14.3 -9.6 -20.0 -5.2 -20.0 8.1 -16.3 -20.0 -11.2 -20.0 -6.8 -20.0 -15.6 -20.0 -20.0 -3.3 2.0 18.1 20.0 20.0 20.0 CHF 8.1 -7.2 -8.8 -4.0 6.5 -4.8 12.5 1.6 6.9 17.4 2.9 15.4 12.4 -0.3 -10.6 -17.2 -16.2 -16.9 -16.2 -2.6 0.0 12.4 8.2 4.8 -1.5 -2.1 13.8 1.2 13.4 8.9 5.1 -20.0 10.1 -6.1 -4.0 3.9 -8.1 -20.0 -8.1 -20.0 COCOA 20.0 -1.6 -20.0 -12.1 -13.5 -14.5 -11.7 -14.1 -10.4 -0.5 -7.4 4.5 -3.0 0.4 -5.0 -3.1 7.3 -2.3 1.5 -5.0 -9.4 4.5 -4.7 2.7 -20.0 -5.5 -0.8 -6.8 1.9 -1.5 -0.5 18.2 20.0 10.6 -0.6 -5.6 -9.4 -1.8 0.1 3.2 COFFEE -16.4 -9.4 12.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.4 13.0 -17.8 14.9 -15.8 2.3 20.0 15.1 20.0 19.4 -1.3 11.9 -20.0 19.6 -16.7 -20.0 -0.2 -20.0 15.8 -20.0 20.0 -15.2 20.0 -20.0 -14.5 -1.4 20.0 18.9 15.5 20.0 20.0 COPPER 13.7 9.7 11.3 16.9 20.0 20.0 20.0 20.0 17.6 1.7 0.6 10.2 0.5 11.1 12.1 -8.0 -6.1 -7.2 -6.5 13.0 9.2 8.4 6.6 12.9 -4.8 9.8 3.4 9.2 6.2 10.6 9.5 -0.1 -20.0 -5.7 0.8 -14.6 20.0 19.3 20.0 20.0 CORN -3.6 4.0 5.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -7.2 -3.5 -14.8 -10.5 -9.1 7.7 -20.0 -19.6 -20.0 -20.0 0.2 -1.8 -7.2 -11.2 -4.3 9.7 -1.3 -4.9 0.4 -10.9 -7.7 -8.2 -20.0 13.3 4.2 20.0 20.0 -8.9 -7.4 3.7 -3.0 COTTON2 0.8 -6.0 -5.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -5.2 -20.0 -15.2 -20.0 -20.0 -20.0 -18.0 -15.6 -18.0 -17.0 -17.9 -20.0 -9.7 -20.0 -13.3 -12.9 -20.0 -11.1 -20.0 -16.9 -20.0 -20.0 -17.7 10.5 7.0 1.0 11.8 -5.8 -13.2 -4.1 -10.4 CRUDE_W -3.8 -4.6 -6.5 -8.6 -20.0 -1.6 -20.0 0.7 -17.7 -14.9 -13.8 -17.0 -14.5 -18.4 -20.0 -1.2 4.7 0.6 2.5 -13.6 -11.8 -18.0 -11.3 -15.4 7.9 -19.6 -20.0 -16.7 -20.0 -14.8 -20.0 -13.8 6.0 8.0 -12.7 -19.7 20.0 20.0 11.6 19.9 DAX 13.4 -7.7 -10.8 5.6 -6.1 10.2 -1.5 12.0 2.6 -1.7 8.7 13.6 16.1 8.5 0.9 -6.6 -6.6 -6.4 -6.1 1.0 2.2 6.6 13.2 6.6 -11.7 0.1 -0.4 -1.2 5.5 6.7 5.6 -1.4 16.3 5.4 -5.0 -20.0 6.1 20.0 4.0 20.0 DOW 11.4 -3.0 3.9 4.3 -4.6 7.7 -1.1 9.1 1.9 -6.3 13.9 7.7 13.6 9.1 10.2 -6.9 -8.2 -7.7 -7.8 11.4 13.2 3.9 13.2 9.6 -10.5 7.7 -5.3 9.4 2.4 9.9 6.3 -4.3 5.0 8.7 11.5 4.8 -5.4 -20.0 -8.6 -20.0 DX -18.5 3.0 12.1 -4.4 7.1 -5.2 13.7 1.7 7.5 -10.7 4.8 -18.3 -13.9 -13.7 8.1 5.7 6.1 6.0 6.0 -0.4 1.5 -16.2 -7.4 -12.3 -20.0 -1.4 -9.2 2.9 -20.0 -3.5 -15.6 16.7 -20.0 -20.0 6.0 14.8 2.8 16.0 5.0 18.4 EUR 16.7 -1.0 -6.6 -5.0 8.1 -5.9 15.6 1.9 8.6 13.5 8.4 20.0 18.0 18.5 -5.1 -8.4 -7.9 -8.3 -8.0 5.1 5.1 17.0 15.2 15.3 15.1 9.0 7.0 6.2 20.0 13.6 20.0 -7.3 8.0 13.9 12.8 5.6 -3.5 -20.0 -2.3 -20.0 EURIBOR-ICE -18.8 -16.0 -8.7 -6.3 5.9 -2.5 -3.1 -2.1 -8.2 -4.3 -5.5 -9.6 5.3 -11.5 -10.2 12.4 11.1 12.7 12.5 -11.4 -4.9 -11.5 0.9 -15.6 2.1 -13.2 -2.5 -5.9 -14.5 -0.7 -18.6 14.5 -20.0 -20.0 -17.3 -7.7 6.0 20.0 13.7 20.0 EUROSTX 7.6 -3.7 8.6 6.2 -6.7 11.2 -1.6 13.2 2.8 -3.4 18.8 14.7 19.9 10.4 15.5 -2.4 -1.8 -3.0 -2.6 12.6 16.0 4.5 18.4 9.2 -6.8 11.0 -1.6 11.9 3.9 11.0 8.3 5.6 4.7 -0.0 7.7 2.4 11.9 20.0 9.3 20.0 FEEDCOW 20.0 -16.1 -19.7 -13.1 -14.6 -15.8 -12.8 -15.3 -11.3 3.9 1.8 8.9 6.1 1.9 -2.1 13.9 9.3 14.6 13.3 0.8 3.1 8.9 9.7 6.6 -20.0 -1.6 1.8 3.2 4.8 11.4 2.0 20.0 16.7 16.3 -13.1 8.7 20.0 20.0 20.0 20.0 GASOIL -19.4 -6.6 2.2 -5.5 -15.1 -1.0 -15.9 0.5 -11.3 -12.0 5.7 -13.6 5.3 -9.3 -4.4 13.5 15.5 18.4 17.8 -5.1 1.8 -17.5 3.3 -13.5 -1.6 -4.2 -15.9 3.1 -17.9 4.4 -13.3 8.2 0.7 -11.8 3.2 7.2 10.2 16.9 -0.9 8.0 GASOLINE -13.0 -4.5 -2.8 -7.4 -20.0 -1.4 -20.0 0.6 -15.2 -13.2 -1.9 -16.3 -0.1 -13.6 -9.1 -9.2 14.5 2.7 11.5 -9.3 -3.3 -20.0 -1.2 -17.2 -17.6 -15.7 -20.0 -8.5 -20.0 -4.5 -20.0 3.6 -6.9 -8.4 -6.5 -10.3 20.0 20.0 20.0 20.0 GAS_US_mini -11.6 11.9 12.9 -5.8 -16.0 -1.1 -16.8 0.5 -12.0 -13.0 -4.9 -13.2 -8.7 -6.4 0.5 20.0 -20.0 -20.0 -20.0 -0.6 -0.4 -18.8 -3.0 -9.0 20.0 -0.0 -14.2 0.4 -14.0 -1.3 -6.8 -20.0 -18.5 3.1 8.0 8.6 3.5 -20.0 -15.2 -20.0 GBP 20.0 0.8 -13.6 -4.9 8.0 -5.8 15.4 1.9 8.5 9.7 -3.5 20.0 12.5 18.2 -2.1 0.2 -0.0 0.2 0.1 3.2 -1.6 14.9 5.4 14.5 2.1 5.3 7.0 -0.3 17.8 7.1 18.1 6.4 -0.1 20.0 4.0 1.2 8.9 -5.6 11.3 -5.6 GOLD_micro 17.0 20.0 9.2 15.8 20.0 18.8 20.0 18.7 16.5 11.3 11.3 13.6 12.7 10.4 11.1 -8.6 -10.5 -8.9 -9.5 20.0 20.0 18.8 20.0 20.0 -20.0 20.0 12.4 20.0 14.2 20.0 15.6 -6.5 -8.3 -4.3 -1.1 20.0 5.3 3.4 -12.0 -16.7 HEATOIL -18.9 -5.5 -0.1 -5.4 -14.8 -1.0 -15.5 0.5 -11.1 -11.0 4.7 -12.6 5.0 -9.4 -4.8 15.5 11.1 14.9 12.8 -4.6 1.7 -16.3 3.3 -12.4 -15.9 -4.4 -13.9 1.1 -15.3 3.2 -11.6 0.6 -0.2 -11.7 4.6 0.1 20.0 11.1 -5.7 -9.5 JGB-SGX-mini -20.0 -20.0 -20.0 -6.9 6.5 -2.8 -3.4 -2.3 -9.1 -5.3 -15.6 -13.3 -14.8 -14.5 -15.3 20.0 14.4 16.5 14.8 -20.0 -20.0 -16.2 -20.0 -20.0 -5.3 -20.0 -6.6 -20.0 -18.6 -19.5 -20.0 18.7 -7.1 -20.0 -20.0 -20.0 -9.4 -20.0 -0.6 -20.0 JPY 9.1 -9.3 -19.6 -3.4 5.5 -4.0 10.6 1.3 5.8 2.9 -16.4 4.6 -14.5 -9.9 -14.8 -9.8 -10.8 -10.0 -10.1 -17.1 -20.0 -0.8 -17.3 -7.4 20.0 -20.0 -1.3 -20.0 -1.6 -16.7 -9.9 -11.4 -13.7 -10.5 -17.0 -20.0 -7.0 -12.3 -6.7 -14.5 LEANHOG 19.9 -6.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 9.6 0.9 18.6 9.9 13.4 -7.6 -20.0 20.0 0.6 20.0 -0.6 -3.1 17.2 4.7 12.9 -2.2 0.1 7.2 -4.5 17.0 1.8 13.9 20.0 20.0 20.0 9.2 20.0 1.1 11.5 10.8 20.0 LIVECOW 20.0 -15.4 -20.0 -12.8 -14.3 -15.4 -12.5 -14.9 -11.0 1.0 1.3 8.4 5.7 2.1 -1.4 -1.6 7.7 -1.8 2.5 -0.5 0.8 7.3 6.7 5.3 -20.0 -3.2 0.2 0.2 3.5 7.4 0.8 20.0 17.8 12.2 -12.2 5.5 20.0 15.2 20.0 20.0 LUMBER-new 11.3 -18.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 8.5 -16.2 12.2 -14.4 -10.2 -14.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 6.3 -20.0 -5.7 NaN -20.0 3.3 -20.0 8.3 -17.3 -4.0 -20.0 20.0 20.0 -20.0 -8.6 4.1 20.0 8.1 20.0 MXP 13.7 5.9 3.2 -5.2 8.4 -6.1 16.1 2.0 8.8 20.0 20.0 20.0 20.0 20.0 20.0 13.0 12.8 12.9 12.7 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 15.7 20.0 20.0 9.1 9.4 12.2 13.2 NASDAQ_micro 0.6 -14.7 -10.1 4.0 -4.3 7.2 -1.0 8.5 1.8 -7.8 11.8 0.8 12.8 0.3 4.8 -7.5 -8.7 -8.3 -8.5 4.0 11.4 -10.6 15.4 -3.1 -20.0 0.8 -11.7 7.4 -10.0 11.0 -5.1 -5.4 -19.3 -10.0 -2.4 3.7 -1.3 -20.0 -1.8 -20.0 NIKKEI -5.1 -4.2 13.7 3.6 -3.9 6.5 -1.0 7.7 1.6 -7.5 10.8 -2.4 11.4 -2.8 7.7 6.3 6.7 4.0 5.0 9.9 19.1 -7.7 19.7 -0.6 -13.4 9.8 -9.9 19.5 -7.3 18.9 -1.0 19.4 -9.4 -11.8 6.3 20.0 -3.5 4.7 -2.9 8.6 NZD 20.0 4.3 -12.9 -3.9 6.4 -4.6 12.3 1.5 6.7 -14.7 -8.8 13.7 -11.1 14.0 -5.1 -4.2 -3.4 -4.3 -4.0 -0.7 -9.3 5.8 -9.9 9.0 15.5 -5.2 -5.9 -12.7 3.9 -12.0 5.8 0.0 -8.1 9.2 0.6 -10.3 3.5 20.0 6.2 20.0 OAT -13.7 -5.2 3.4 -9.2 8.7 -3.7 -4.5 -3.1 -12.1 -2.9 1.8 -13.8 -4.4 -14.0 -0.0 15.1 12.6 16.5 15.7 -6.0 -2.1 -9.4 -3.3 -11.2 1.0 -8.5 -4.5 -2.5 -13.2 -1.8 -15.6 18.2 -9.1 -7.1 -0.9 2.4 0.4 20.0 8.6 20.0 OATIES -10.1 -0.9 -8.2 -20.0 -20.0 -20.0 -19.8 -20.0 -17.5 -2.2 -14.0 -8.9 -12.2 -10.8 -12.9 -16.7 -11.7 -20.0 -17.4 -14.7 -13.6 -14.6 -11.3 -16.9 -6.0 -16.5 0.6 -14.5 -15.0 -11.8 -18.3 -14.1 -20.0 -18.7 -11.2 -3.7 -8.0 -14.6 -3.4 -15.3 OJ 12.2 -15.8 -20.0 -9.4 -10.5 -11.4 -9.2 -11.0 -8.1 4.4 -6.5 4.0 -6.5 -3.6 -6.1 -5.2 2.2 -4.2 -1.7 -10.1 -12.4 1.7 -11.3 -4.0 -20.0 -8.6 5.3 -9.7 1.4 -8.1 -3.9 10.8 11.7 2.2 -6.7 -5.4 -14.4 -17.0 -6.0 -16.2 PALLAD 15.4 4.5 11.6 14.3 19.8 17.1 19.4 17.0 15.0 11.8 7.8 12.7 7.0 8.1 7.1 -3.8 -3.1 -3.3 -3.1 14.1 13.0 20.0 10.7 19.0 18.1 13.6 20.0 15.4 20.0 15.1 16.0 5.4 17.9 4.7 -1.5 1.5 1.1 -9.7 -20.0 -20.0 PLAT 20.0 7.2 4.2 17.2 20.0 20.0 20.0 20.0 18.0 14.2 13.2 15.5 12.3 12.7 11.8 -6.3 -4.0 -4.9 -4.1 20.0 20.0 20.0 20.0 20.0 0.7 15.3 20.0 16.4 20.0 19.0 20.0 3.9 20.0 19.6 3.3 -4.7 20.0 11.1 -20.0 -13.7 REDWHEAT -6.6 6.1 6.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -7.0 -17.3 -14.8 -20.0 -11.0 -6.8 -14.7 -16.2 -15.7 -16.5 -7.7 -11.9 -13.8 -20.0 -11.0 6.7 -5.6 -7.3 -6.8 -16.3 -14.0 -11.8 -18.1 -3.6 -1.7 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE -1.2 4.9 -19.3 -11.8 -13.2 -14.2 -11.5 -13.8 -10.2 -5.1 -9.2 -7.2 -9.1 -7.9 -8.9 -20.0 -13.3 -20.0 -19.0 -13.3 -16.4 -10.5 -17.0 -10.8 0.2 -12.3 -7.6 -14.6 -9.8 -15.5 -10.2 -18.2 -6.1 -5.4 -7.5 -10.3 -9.4 -14.7 1.3 -13.7 ROBUSTA -20.0 -12.8 4.6 -13.7 -15.3 -16.5 -13.3 -16.0 -11.8 -9.1 1.1 -9.9 -0.4 -8.8 -3.9 13.5 12.9 11.1 11.5 -7.0 -1.3 -20.0 0.8 -16.4 -20.0 -6.1 -20.0 -1.4 -19.4 0.7 -13.7 20.0 -20.0 -18.2 -6.0 14.4 -3.9 16.2 9.5 20.0 RUSSELL 14.2 -4.4 5.4 4.1 -4.5 7.5 -1.1 8.8 1.9 -9.7 13.0 6.4 11.7 8.8 9.6 -4.3 -5.2 -4.7 -4.9 8.6 10.2 1.2 9.8 7.5 6.4 5.7 -6.9 8.0 -0.1 8.2 4.6 0.7 -0.9 12.0 1.2 2.6 -6.0 -20.0 -11.8 -20.0 SHATZ -14.2 -11.0 -8.8 -8.0 7.5 -3.2 -3.9 -2.7 -10.5 -2.1 -15.4 -10.8 -7.1 -14.2 -15.1 -20.0 -17.1 -16.4 -15.7 -17.1 -13.0 -11.8 -8.5 -18.7 8.6 -20.0 -1.9 -14.9 -17.2 -8.7 -20.0 -20.0 -20.0 -20.0 -20.0 -16.8 14.5 20.0 20.0 20.0 SILVER-mini 20.0 16.0 8.4 15.9 20.0 19.0 20.0 18.8 16.7 10.4 14.0 13.5 13.5 14.0 14.2 -5.3 -6.3 -5.6 -6.0 20.0 20.0 20.0 20.0 20.0 -10.5 20.0 15.7 20.0 20.0 20.0 20.0 0.1 20.0 20.0 20.0 20.0 4.4 20.0 -8.8 -1.8 SMI 13.3 14.3 14.9 6.0 -6.5 10.8 -1.6 12.7 2.7 17.2 19.4 19.6 15.1 20.0 20.0 9.3 4.5 7.0 5.4 20.0 20.0 20.0 15.6 20.0 12.5 20.0 20.0 20.0 20.0 12.8 20.0 17.6 20.0 20.0 20.0 14.2 4.5 20.0 5.9 20.0 SOFR -12.1 -10.7 -6.5 -10.4 9.8 -4.2 -5.1 -3.5 -13.6 11.4 9.3 -11.7 15.3 -13.0 -12.3 7.6 5.9 7.4 7.0 -7.0 2.9 -5.9 10.6 -11.2 -20.0 -5.8 10.7 3.7 -3.9 10.4 -9.8 5.1 -12.2 1.7 2.8 2.7 -9.2 -16.1 -8.1 -20.0 SOYBEAN -19.3 3.6 9.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 12.7 -20.0 4.6 -8.8 5.1 -2.5 -5.2 -2.6 -4.6 0.9 7.7 -20.0 1.3 -16.2 -7.3 0.1 -20.0 12.8 -20.0 6.7 -20.0 1.3 -20.0 -20.0 20.0 20.0 -20.0 -7.9 -20.0 -3.2 SOYMEAL -20.0 7.6 20.0 -20.0 -20.0 -20.0 -19.8 -20.0 -17.5 -12.8 1.8 -14.5 -8.3 -6.3 1.3 -11.3 -15.0 -13.6 -15.3 0.0 2.9 -16.5 -3.8 -11.2 -13.0 6.9 -14.3 9.8 -15.5 0.2 -7.5 -16.4 -11.1 -15.0 20.0 20.0 -17.2 -20.0 -8.2 -20.0 SOYOIL -6.9 -1.3 -9.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -4.1 -20.0 8.1 -10.8 -13.8 -8.3 -5.3 -8.0 -6.8 -9.2 -2.8 -20.0 5.0 -19.3 -19.6 -16.5 -20.0 -6.8 -20.0 0.7 -20.0 0.1 -20.0 -20.0 -2.8 11.4 -20.0 -18.4 -20.0 -20.0 SP400 14.3 0.6 -0.7 4.3 -4.7 7.8 -1.1 9.2 2.0 -8.8 12.5 7.3 7.4 9.7 8.0 -5.4 -5.9 -5.7 -5.7 6.4 5.5 3.2 5.2 7.7 1.1 3.1 -3.4 2.0 2.1 1.7 5.0 -0.7 4.7 11.0 3.6 -9.3 -5.2 -20.0 -8.4 -20.0 SP500_micro 3.7 -8.7 -8.1 5.0 -5.4 9.0 -1.3 10.6 2.3 -9.8 16.5 4.8 17.0 6.6 9.8 -8.4 -9.5 -9.0 -9.1 7.7 15.7 -8.0 20.0 0.6 -17.9 1.7 -12.6 8.1 -8.6 12.1 -3.2 -6.6 -14.6 -5.0 0.1 0.1 -0.6 -20.0 -0.8 -20.0 SUGAR11 10.2 2.2 -9.1 -20.0 -20.0 -20.0 -20.0 -20.0 -18.1 -11.6 -13.4 -4.7 -14.6 0.6 -9.8 19.0 10.5 15.0 10.1 -8.6 -15.8 -4.2 -18.1 -2.3 -20.0 -9.8 -15.5 -16.9 -5.4 -18.0 -3.0 20.0 6.9 11.1 1.1 1.3 -11.8 -18.4 -4.3 -14.1 US10 -9.8 -8.3 1.5 -8.7 8.2 -3.5 -4.2 -2.9 -11.4 11.8 11.3 -7.0 5.9 -8.8 -2.7 2.0 0.4 2.0 1.6 -2.1 4.4 -0.9 6.5 -5.3 -8.3 0.0 12.2 6.7 1.7 9.4 -3.0 -4.2 -1.1 8.8 5.5 10.4 -19.5 -20.0 -14.0 -20.0 US10U -10.3 -8.8 4.7 -11.4 10.8 -4.6 -5.6 -3.9 -15.0 13.8 15.3 -13.1 4.0 -14.7 1.8 2.0 -0.6 1.3 0.5 -1.6 6.7 -2.8 7.5 -7.1 -13.9 1.0 13.8 11.8 -0.6 14.1 -5.8 -6.3 -3.7 10.8 6.8 19.8 -10.6 -12.1 -11.1 -20.0 US2 -3.3 -7.0 -1.4 -8.6 8.1 -3.5 -4.2 -2.9 -11.2 16.0 0.3 4.7 -3.3 -4.4 -6.6 -10.9 -14.8 -12.1 -12.7 -3.2 -0.4 7.1 1.0 -1.0 17.3 -1.9 17.4 1.2 9.5 4.4 0.8 -20.0 11.7 12.8 3.1 3.2 -19.5 -11.6 -20.0 -20.0 US20 -12.7 -11.9 6.0 -7.7 7.3 -3.1 -3.8 -2.6 -10.1 8.8 7.3 -9.8 -3.8 -12.7 -1.1 4.1 3.2 4.0 3.9 -4.1 2.0 -4.8 1.9 -8.2 -9.1 -3.3 5.2 4.7 -4.4 5.8 -8.3 0.0 -5.0 2.1 -0.5 11.9 -1.8 14.0 -2.2 -17.1 US30 -11.6 -11.2 6.3 -9.1 8.6 -3.7 -4.4 -3.1 -11.9 5.8 4.1 -13.5 -9.0 -17.0 -3.0 1.1 -1.8 0.3 -0.8 -6.3 -0.2 -7.5 -1.7 -10.9 -5.4 -6.1 2.3 2.9 -8.3 2.9 -12.2 -8.4 -7.0 1.3 -1.6 11.5 -1.5 8.3 -0.3 -14.4 US5 -7.7 -7.4 -1.4 -8.8 8.3 -3.6 -4.3 -3.0 -11.5 14.6 9.3 -3.7 5.7 -6.6 -4.8 -0.4 -2.9 -1.2 -1.8 -2.3 3.0 2.3 5.6 -3.6 -3.5 -0.7 15.4 4.7 4.9 8.3 -1.6 -10.0 4.0 9.6 6.0 6.5 -20.0 -18.3 -20.0 -20.0 VIX -17.1 -5.2 -5.9 -14.8 -8.8 -10.6 -17.7 -4.9 -19.6 -17.1 -20.0 -20.0 -14.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.8 -13.3 -16.7 -8.6 -20.0 NaN -16.8 -8.9 -11.9 -18.4 -5.7 -20.0 NaN NaN NaN NaN NaN -3.7 -20.0 NaN NaN WHEAT -12.3 0.3 3.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.2 -20.0 -20.0 -20.0 -19.4 -15.8 -16.3 -18.0 -16.9 -17.4 -13.8 -14.5 -20.0 -20.0 -19.0 11.1 -13.1 -20.0 -9.5 -20.0 -13.3 -20.0 -20.0 -10.3 -15.3 16.0 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3